NVDA Neg Risk Weekly historical data
NVDA Neg Risk Weekly is a Polymarket equities series with markets recurring weekly. Marketlens has captured 234 markets since March 1, 2026, of which 223 resolved, with $125.7K in traded volume. Every market's order book is stored in full: periodic L2 snapshots plus every individual price change with a millisecond timestamp, alongside trades, candles, and the final resolution outcome.
Data as of 2026-08-05 · series slug nvda-neg-risk-weekly
Resolution outcomes
Outcomes across 223 resolved markets with a recorded winning outcome. Settlement in the archive is by winning outcome, not by final traded price.
Recent markets in this series
- Will NVIDIA (NVDA) close at $205-$210 on the final day of trading of the week of Jul 20 – Jul 24?
- Will NVIDIA (NVDA) close at $195-$200 on the final day of trading of the week of Jul 20 – Jul 24?
- Will NVIDIA (NVDA) close at $220-$225 on the final day of trading of the week of Jul 20 – Jul 24?
Backtest this series
from marketlens import MarketLens
client = MarketLens()
result = client.backtest(
MyStrategy(), "nvda-neg-risk-weekly",
after="2026-07-29", before="2026-08-06", initial_cash=1_000,
)
result.show() # inspect the run in the dashboardAvailable datasets
Common questions
How many NVDA Neg Risk Weekly markets are in the archive?
234 markets from March 1, 2026 through August 5, 2026, of which 223 have resolved and 11 are active.
What data exists for each NVDA Neg Risk Weekly market?
Full L2 order book history (snapshots plus every price change at millisecond resolution), individual trades, OHLC candles, and the resolution outcome. All of it is queryable by the series slug "nvda-neg-risk-weekly" through the API and Python SDK, or downloadable as Parquet.
How often do NVDA Neg Risk Weekly markets resolve No?
Of 223 resolved markets with a recorded outcome, 202 resolved No (90.6%) and 21 resolved Yes.
How much does a typical NVDA Neg Risk Weekly market trade?
Average traded volume is $806 per market, $125.7K across the series.
Can I backtest strategies on NVDA Neg Risk Weekly?
Yes. Pass the slug "nvda-neg-risk-weekly" to client.backtest() in the Python SDK. Execution mode replays every market's order book tick by tick and fills simulated orders against real historical depth with queue priority, latency, and fee modelling; Alpha mode replays one bar per market for slower signals over long windows.
Related series: S&P 500 monthly hit, SPY Daily Up or Down, SPY Hit Price Weekly, Meta Hit Price Monthly, Palantir Hit Price Monthly, OPEN Neg Risk Weekly, or all equities series.
Try it
Replay NVDA Neg Risk Weekly tick by tick
The free tier includes 5M events per day with full API and full archive access, no card required.
$ pip install marketlens